NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 4.450 4.409 -0.041 -0.9% 4.791
High 4.451 4.448 -0.003 -0.1% 4.791
Low 4.364 4.394 0.030 0.7% 4.550
Close 4.403 4.409 0.006 0.1% 4.561
Range 0.087 0.054 -0.033 -37.9% 0.241
ATR 0.089 0.087 -0.003 -2.8% 0.000
Volume 4,388 8,285 3,897 88.8% 20,151
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.579 4.548 4.439
R3 4.525 4.494 4.424
R2 4.471 4.471 4.419
R1 4.440 4.440 4.414 4.436
PP 4.417 4.417 4.417 4.415
S1 4.386 4.386 4.404 4.382
S2 4.363 4.363 4.399
S3 4.309 4.332 4.394
S4 4.255 4.278 4.379
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.357 5.200 4.694
R3 5.116 4.959 4.627
R2 4.875 4.875 4.605
R1 4.718 4.718 4.583 4.676
PP 4.634 4.634 4.634 4.613
S1 4.477 4.477 4.539 4.435
S2 4.393 4.393 4.517
S3 4.152 4.236 4.495
S4 3.911 3.995 4.428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.590 4.364 0.226 5.1% 0.055 1.3% 20% False False 5,895
10 4.791 4.364 0.427 9.7% 0.075 1.7% 11% False False 4,911
20 5.116 4.364 0.752 17.1% 0.088 2.0% 6% False False 5,047
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.678
2.618 4.589
1.618 4.535
1.000 4.502
0.618 4.481
HIGH 4.448
0.618 4.427
0.500 4.421
0.382 4.415
LOW 4.394
0.618 4.361
1.000 4.340
1.618 4.307
2.618 4.253
4.250 4.165
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 4.421 4.427
PP 4.417 4.421
S1 4.413 4.415

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols